Extreme Correlation of Stock and Bond Futures Markets : International Evidence
Year of publication: |
2011
|
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Authors: | Chui, Chin Man |
Other Persons: | Yang, Jian (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Korrelation | Correlation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Derivat | Derivative | Volatilität | Volatility | Welt | World |
Extent: | 1 Online-Ressource (45 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1920854 [DOI] |
Classification: | G12 - Asset Pricing ; G15 - International Financial Markets ; E44 - Financial Markets and the Macroeconomy |
Source: | ECONIS - Online Catalogue of the ZBW |
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